Forecasting Short-Term KOSPI Time Series Based on NEWFM.
Sang-Hong LeeHongjin KimHyoung J. JangJoon S. LimPublished in: ALPIT (2008)
Keyphrases
- short term
- long term
- chaotic time series
- stock market
- forecasting model
- forecasting accuracy
- arima model
- short term prediction
- load forecasting
- electric load forecasting
- financial time series
- short term and long term
- medium term
- short and long term
- moving average
- motion prediction
- stock price
- weather forecasting
- non stationary
- multivariate time series
- box jenkins
- wind speed
- garch model
- autoregressive